Rogaland Sparebank APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.94% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0490 | 8.54 | |
| 0.0562 | 14.97 | |
| 0.9345 | 336.17 | |
| -0.0498 | -1.99 | |
| 1.7503 | 19.12 |
Estimation Period:
Nov 15, 1999 to Feb 6, 2026
Nov 15, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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